Access Statistics for Raoul Pietersz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Single Factor Markov-Functional and Multi Factor Market Models 0 0 0 158 0 1 1 415
A Comparison of Single Factor Markov-functional and Multi Factor Market Models 1 1 2 504 1 2 4 967
Efficient Rank Reduction of Correlation Matrices 0 0 0 104 0 0 3 372
Efficient Rank Reduction of Correlation Matrices 0 0 0 243 1 1 5 821
Fast drift approximated pricing in the BGM model 0 0 0 709 0 1 4 1,725
Generic Market Models 0 0 0 469 0 2 7 1,517
Generic Market Models 0 0 0 155 2 2 8 512
Rank Reduction of Correlation Matrices by Majorization 0 0 0 220 0 2 8 636
Rank reduction of correlation matrices by majorization 0 0 0 22 2 2 3 92
Risk Managing Bermudan Swaptions in the Libor BGM Model 0 1 2 856 1 3 9 2,057
Risk managing bermudan swaptions in the libor BGM model 0 0 0 31 1 2 6 123
Total Working Papers 1 2 4 3,471 8 18 58 9,237


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Generic market models 0 0 1 33 2 2 3 123
Total Journal Articles 0 0 1 33 2 2 3 123


Statistics updated 2019-11-03